Strategy Tester Report
SimbaSystemM1v1.2.d
| Symbol | GBPUSD (Great Britan vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2006.01.02 00:50 - 2007.03.09 22:55 (2006.01.01 - 2007.03.11) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | StopAfterNoTrades=false; MA_Type=1; JMA_HMA_Period=13; JMA_Phase=0; UseSATLFilter=true; AllowReentries=false; WPR_Period=90; ChandDist_Min=35; ChandDist_Max=100; TPPips=355; LotSize=1; MaximumRisk=0; pips=10; check_spread=false; spread_limit=6; wpr_top_limit=-5; wpr_bottom_limit=-95; atr_for_tp=false; atr_period=106; atr_divider=4; use_chandelier_if_touched=false; | ||||
| Bars in test | 87412 | Ticks modelled | 1823435 | Modelling quality | 90.00% |
| Initial deposit | 5000.00 | ||||
| Total net profit | 17335.67 | Gross profit | 34506.01 | Gross loss | -17170.34 |
| Profit factor | 2.01 | Expected payoff | 234.27 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 2789.63 (21.47%) | Relative drawdown | 26.76% (2224.97) |
| Total trades | 74 | Short positions (won %) | 33 (33.33%) | Long positions (won %) | 41 (41.46%) |
| Profit trades (% of total) | 28 (37.84%) | Loss trades (% of total) | 46 (62.16%) | ||
| Largest | profit trade | 3587.30 | loss trade | -1000.01 | |
| Average | profit trade | 1232.36 | loss trade | -373.27 | |
| Maximum | consecutive wins (profit in money) | 4 (6858.20) | consecutive losses (loss in money) | 8 (-1794.98) | |
| Maximal | consecutive profit (count of wins) | 6858.20 (4) | consecutive loss (count of losses) | -2224.97 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.01.03 14:25 | buy | 1 | 1.00 | 1.7262 | 0.0000 | 1.7621 | ||
| 2 | 2006.01.05 10:00 | close | 1 | 1.00 | 1.7523 | 0.0000 | 1.7621 | 2599.20 | 7599.20 |
| 3 | 2006.01.09 01:30 | buy | 2 | 1.00 | 1.7682 | 0.0000 | 1.8041 | ||
| 4 | 2006.01.10 04:00 | close | 2 | 1.00 | 1.7650 | 0.0000 | 1.8041 | -322.70 | 7276.50 |
| 5 | 2006.01.16 07:00 | buy | 3 | 1.00 | 1.7754 | 0.0000 | 1.8113 | ||
| 6 | 2006.01.16 12:00 | close | 3 | 1.00 | 1.7702 | 0.0000 | 1.8113 | -520.00 | 6756.50 |
| 7 | 2006.01.17 20:35 | sell | 4 | 1.00 | 1.7646 | 0.0000 | 1.7295 | ||
| 8 | 2006.01.18 00:00 | close | 4 | 1.00 | 1.7687 | 0.0000 | 1.7295 | -409.61 | 6346.89 |
| 9 | 2006.01.23 10:00 | buy | 5 | 1.00 | 1.7750 | 0.0000 | 1.8109 | ||
| 10 | 2006.01.25 23:00 | close | 5 | 1.00 | 1.7837 | 0.0000 | 1.8109 | 864.60 | 7211.49 |
| 11 | 2006.01.27 10:45 | sell | 6 | 1.00 | 1.7812 | 0.0000 | 1.7461 | ||
| 12 | 2006.01.27 15:00 | close | 6 | 1.00 | 1.7863 | 0.0000 | 1.7461 | -509.99 | 6701.50 |
| 13 | 2006.02.03 00:45 | buy | 7 | 1.00 | 1.7784 | 0.0000 | 1.8143 | ||
| 14 | 2006.02.03 11:00 | close | 7 | 1.00 | 1.7753 | 0.0000 | 1.8143 | -310.00 | 6391.50 |
| 15 | 2006.02.06 01:25 | sell | 8 | 1.00 | 1.7636 | 0.0000 | 1.7285 | ||
| 16 | 2006.02.10 04:00 | close | 8 | 1.00 | 1.7444 | 0.0000 | 1.7285 | 1922.40 | 8313.90 |
| 17 | 2006.02.20 09:30 | buy | 9 | 1.00 | 1.7430 | 0.0000 | 1.7789 | ||
| 18 | 2006.02.22 12:00 | close | 9 | 1.00 | 1.7410 | 0.0000 | 1.7789 | -205.39 | 8108.51 |
| 19 | 2006.02.27 17:40 | sell | 10 | 1.00 | 1.7417 | 0.0000 | 1.7066 | ||
| 20 | 2006.02.28 12:00 | close | 10 | 1.00 | 1.7472 | 0.0000 | 1.7066 | -549.58 | 7558.93 |
| 21 | 2006.03.01 08:50 | buy | 11 | 1.00 | 1.7537 | 0.0000 | 1.7896 | ||
| 22 | 2006.03.01 18:00 | close | 11 | 1.00 | 1.7472 | 0.0000 | 1.7896 | -650.00 | 6908.93 |
| 23 | 2006.03.08 03:00 | sell | 12 | 1.00 | 1.7370 | 0.0000 | 1.7019 | ||
| 24 | 2006.03.08 09:00 | close | 12 | 1.00 | 1.7416 | 0.0000 | 1.7019 | -460.00 | 6448.93 |
| 25 | 2006.03.13 00:55 | sell | 13 | 1.00 | 1.7276 | 0.0000 | 1.6925 | ||
| 26 | 2006.03.13 18:00 | close | 13 | 1.00 | 1.7312 | 0.0000 | 1.6925 | -360.00 | 6088.93 |
| 27 | 2006.03.14 08:45 | buy | 14 | 1.00 | 1.7345 | 0.0000 | 1.7704 | ||
| 28 | 2006.03.15 11:00 | close | 14 | 1.00 | 1.7423 | 0.0000 | 1.7704 | 777.30 | 6866.23 |
| 29 | 2006.03.16 05:30 | buy | 15 | 1.00 | 1.7467 | 0.0000 | 1.7826 | ||
| 30 | 2006.03.17 16:00 | close | 15 | 1.00 | 1.7531 | 0.0000 | 1.7826 | 637.30 | 7503.53 |
| 31 | 2006.03.22 00:00 | sell | 16 | 1.00 | 1.7487 | 0.0000 | 1.7136 | ||
| 32 | 2006.03.24 16:00 | close | 16 | 1.00 | 1.7376 | 0.0000 | 1.7136 | 1111.60 | 8615.13 |
| 33 | 2006.04.19 07:30 | buy | 17 | 1.00 | 1.7813 | 0.0000 | 1.8172 | ||
| 34 | 2006.04.20 11:00 | close | 17 | 1.00 | 1.7841 | 0.0000 | 1.8172 | 271.91 | 8887.04 |
| 35 | 2006.04.21 03:55 | sell | 18 | 1.00 | 1.7793 | 0.0000 | 1.7442 | ||
| 36 | 2006.04.21 11:00 | close | 18 | 1.00 | 1.7818 | 0.0000 | 1.7442 | -250.00 | 8637.04 |
| 37 | 2006.04.28 03:30 | buy | 19 | 1.00 | 1.8012 | 0.0000 | 1.8371 | ||
| 38 | 2006.05.01 15:12 | t/p | 19 | 1.00 | 1.8371 | 0.0000 | 1.8371 | 3587.30 | 12224.34 |
| 39 | 2006.05.05 03:40 | buy | 20 | 1.00 | 1.8511 | 0.0000 | 1.8870 | ||
| 40 | 2006.05.08 16:00 | close | 20 | 1.00 | 1.8588 | 0.0000 | 1.8870 | 767.31 | 12991.65 |
| 41 | 2006.05.15 08:30 | buy | 21 | 1.00 | 1.8928 | 0.0000 | 1.9287 | ||
| 42 | 2006.05.15 11:00 | close | 21 | 1.00 | 1.8847 | 0.0000 | 1.9287 | -810.01 | 12181.64 |
| 43 | 2006.05.19 05:55 | buy | 22 | 1.00 | 1.8903 | 0.0000 | 1.9262 | ||
| 44 | 2006.05.19 10:00 | close | 22 | 1.00 | 1.8803 | 0.0000 | 1.9262 | -1000.00 | 11181.64 |
| 45 | 2006.05.19 21:15 | sell | 23 | 1.00 | 1.8780 | 0.0000 | 1.8429 | ||
| 46 | 2006.05.22 16:00 | close | 23 | 1.00 | 1.8779 | 0.0000 | 1.8429 | 10.39 | 11192.03 |
| 47 | 2006.05.23 01:10 | buy | 24 | 1.00 | 1.8833 | 0.0000 | 1.9192 | ||
| 48 | 2006.05.23 12:00 | close | 24 | 1.00 | 1.8812 | 0.0000 | 1.9192 | -210.00 | 10982.03 |
| 49 | 2006.05.29 03:15 | sell | 25 | 1.00 | 1.8596 | 0.0000 | 1.8245 | ||
| 50 | 2006.05.29 12:00 | close | 25 | 1.00 | 1.8637 | 0.0000 | 1.8245 | -410.01 | 10572.02 |
| 51 | 2006.05.31 01:05 | buy | 26 | 1.00 | 1.8814 | 0.0000 | 1.9173 | ||
| 52 | 2006.05.31 11:00 | close | 26 | 1.00 | 1.8777 | 0.0000 | 1.9173 | -370.00 | 10202.02 |
| 53 | 2006.06.06 08:20 | sell | 27 | 1.00 | 1.8731 | 0.0000 | 1.8380 | ||
| 54 | 2006.06.08 14:33 | t/p | 27 | 1.00 | 1.8380 | 0.0000 | 1.8380 | 3511.60 | 13713.62 |
| 55 | 2006.06.14 03:30 | sell | 28 | 1.00 | 1.8351 | 0.0000 | 1.8000 | ||
| 56 | 2006.06.14 08:00 | close | 28 | 1.00 | 1.8377 | 0.0000 | 1.8000 | -259.98 | 13453.64 |
| 57 | 2006.07.03 01:50 | buy | 29 | 1.00 | 1.8468 | 0.0000 | 1.8827 | ||
| 58 | 2006.07.03 18:00 | close | 29 | 1.00 | 1.8405 | 0.0000 | 1.8827 | -630.00 | 12823.64 |
| 59 | 2006.07.06 01:45 | sell | 30 | 1.00 | 1.8357 | 0.0000 | 1.8006 | ||
| 60 | 2006.07.06 15:00 | close | 30 | 1.00 | 1.8377 | 0.0000 | 1.8006 | -199.99 | 12623.65 |
| 61 | 2006.07.10 02:20 | buy | 31 | 1.00 | 1.8480 | 0.0000 | 1.8839 | ||
| 62 | 2006.07.10 12:00 | close | 31 | 1.00 | 1.8436 | 0.0000 | 1.8839 | -440.00 | 12183.65 |
| 63 | 2006.07.13 03:10 | sell | 32 | 1.00 | 1.8347 | 0.0000 | 1.7996 | ||
| 64 | 2006.07.13 10:00 | close | 32 | 1.00 | 1.8395 | 0.0000 | 1.7996 | -480.00 | 11703.65 |
| 65 | 2006.07.14 03:25 | buy | 33 | 1.00 | 1.8409 | 0.0000 | 1.8768 | ||
| 66 | 2006.07.14 04:00 | close | 33 | 1.00 | 1.8409 | 0.0000 | 1.8768 | -0.01 | 11703.64 |
| 67 | 2006.07.17 00:40 | sell | 34 | 1.00 | 1.8385 | 0.0000 | 1.8034 | ||
| 68 | 2006.07.18 11:00 | close | 34 | 1.00 | 1.8251 | 0.0000 | 1.8034 | 1340.40 | 13044.04 |
| 69 | 2006.07.20 21:50 | buy | 35 | 1.00 | 1.8482 | 0.0000 | 1.8841 | ||
| 70 | 2006.07.24 08:00 | close | 35 | 1.00 | 1.8524 | 0.0000 | 1.8841 | 414.59 | 13458.63 |
| 71 | 2006.07.26 01:45 | sell | 36 | 1.00 | 1.8410 | 0.0000 | 1.8059 | ||
| 72 | 2006.07.26 16:00 | close | 36 | 1.00 | 1.8438 | 0.0000 | 1.8059 | -280.00 | 13178.63 |
| 73 | 2006.07.28 22:20 | buy | 37 | 1.00 | 1.8627 | 0.0000 | 1.8986 | ||
| 74 | 2006.08.03 11:00 | close | 37 | 1.00 | 1.8717 | 0.0000 | 1.8986 | 883.80 | 14062.43 |
| 75 | 2006.08.04 04:55 | buy | 38 | 1.00 | 1.8861 | 0.0000 | 1.9220 | ||
| 76 | 2006.08.07 09:00 | close | 38 | 1.00 | 1.9052 | 0.0000 | 1.9220 | 1907.31 | 15969.74 |
| 77 | 2006.08.09 08:15 | sell | 39 | 1.00 | 1.9045 | 0.0000 | 1.8694 | ||
| 78 | 2006.08.09 16:00 | close | 39 | 1.00 | 1.9093 | 0.0000 | 1.8694 | -480.00 | 15489.74 |
| 79 | 2006.08.11 00:45 | sell | 40 | 1.00 | 1.8942 | 0.0000 | 1.8591 | ||
| 80 | 2006.08.11 10:00 | close | 40 | 1.00 | 1.8952 | 0.0000 | 1.8591 | -99.99 | 15389.75 |
| 81 | 2006.08.14 03:00 | sell | 41 | 1.00 | 1.8933 | 0.0000 | 1.8582 | ||
| 82 | 2006.08.15 15:00 | close | 41 | 1.00 | 1.8949 | 0.0000 | 1.8582 | -159.59 | 15230.16 |
| 83 | 2006.08.15 22:05 | buy | 42 | 1.00 | 1.8933 | 0.0000 | 1.9292 | ||
| 84 | 2006.08.16 09:00 | close | 42 | 1.00 | 1.8925 | 0.0000 | 1.9292 | -82.70 | 15147.46 |
| 85 | 2006.08.18 05:45 | sell | 43 | 1.00 | 1.8860 | 0.0000 | 1.8509 | ||
| 86 | 2006.08.18 08:00 | close | 43 | 1.00 | 1.8867 | 0.0000 | 1.8509 | -70.00 | 15077.46 |
| 87 | 2006.08.21 21:05 | buy | 44 | 1.00 | 1.8941 | 0.0000 | 1.9300 | ||
| 88 | 2006.08.22 03:00 | close | 44 | 1.00 | 1.8907 | 0.0000 | 1.9300 | -342.70 | 14734.76 |
| 89 | 2006.08.23 08:55 | sell | 45 | 1.00 | 1.8889 | 0.0000 | 1.8538 | ||
| 90 | 2006.08.23 10:00 | close | 45 | 1.00 | 1.8925 | 0.0000 | 1.8538 | -360.00 | 14374.76 |
| 91 | 2006.08.25 04:40 | sell | 46 | 1.00 | 1.8880 | 0.0000 | 1.8529 | ||
| 92 | 2006.08.25 13:00 | close | 46 | 1.00 | 1.8900 | 0.0000 | 1.8529 | -200.00 | 14174.76 |
| 93 | 2006.09.06 03:20 | sell | 47 | 1.00 | 1.8948 | 0.0000 | 1.8597 | ||
| 94 | 2006.09.12 06:00 | close | 47 | 1.00 | 1.8686 | 0.0000 | 1.8597 | 2622.40 | 16797.16 |
| 95 | 2006.09.13 02:15 | buy | 48 | 1.00 | 1.8725 | 0.0000 | 1.9084 | ||
| 96 | 2006.09.15 10:00 | close | 48 | 1.00 | 1.8848 | 0.0000 | 1.9084 | 1219.20 | 18016.36 |
| 97 | 2006.09.21 01:10 | buy | 49 | 1.00 | 1.8870 | 0.0000 | 1.9229 | ||
| 98 | 2006.09.25 00:00 | close | 49 | 1.00 | 1.9007 | 0.0000 | 1.9229 | 1364.60 | 19380.96 |
| 99 | 2006.09.27 23:00 | sell | 50 | 1.00 | 1.8892 | 0.0000 | 1.8541 | ||
| 100 | 2006.10.02 09:00 | close | 50 | 1.00 | 1.8727 | 0.0000 | 1.8541 | 1652.00 | 21032.96 |
| 101 | 2006.10.03 02:25 | buy | 51 | 1.00 | 1.8865 | 0.0000 | 1.9224 | ||
| 102 | 2006.10.04 04:00 | close | 51 | 1.00 | 1.8842 | 0.0000 | 1.9224 | -232.71 | 20800.25 |
| 103 | 2006.10.09 21:15 | sell | 52 | 1.00 | 1.8675 | 0.0000 | 1.8324 | ||
| 104 | 2006.10.10 09:00 | close | 52 | 1.00 | 1.8693 | 0.0000 | 1.8324 | -179.60 | 20620.65 |
| 105 | 2006.10.11 04:35 | sell | 53 | 1.00 | 1.8551 | 0.0000 | 1.8200 | ||
| 106 | 2006.10.11 11:00 | close | 53 | 1.00 | 1.8581 | 0.0000 | 1.8200 | -300.00 | 20320.65 |
| 107 | 2006.10.18 02:45 | buy | 54 | 1.00 | 1.8699 | 0.0000 | 1.9058 | ||
| 108 | 2006.10.18 15:00 | close | 54 | 1.00 | 1.8681 | 0.0000 | 1.9058 | -180.00 | 20140.65 |
| 109 | 2006.10.23 03:30 | buy | 55 | 1.00 | 1.8824 | 0.0000 | 1.9183 | ||
| 110 | 2006.10.23 10:00 | close | 55 | 1.00 | 1.8779 | 0.0000 | 1.9183 | -450.00 | 19690.65 |
| 111 | 2006.10.30 01:10 | buy | 56 | 1.00 | 1.8960 | 0.0000 | 1.9319 | ||
| 112 | 2006.10.31 10:00 | close | 56 | 1.00 | 1.8969 | 0.0000 | 1.9319 | 87.31 | 19777.96 |
| 113 | 2006.11.01 05:00 | buy | 57 | 1.00 | 1.9075 | 0.0000 | 1.9434 | ||
| 114 | 2006.11.02 09:00 | close | 57 | 1.00 | 1.9046 | 0.0000 | 1.9434 | -298.10 | 19479.86 |
| 115 | 2006.11.06 00:10 | sell | 58 | 1.00 | 1.9014 | 0.0000 | 1.8663 | ||
| 116 | 2006.11.07 03:00 | close | 58 | 1.00 | 1.9015 | 0.0000 | 1.8663 | -9.60 | 19470.26 |
| 117 | 2006.11.23 03:35 | buy | 59 | 1.00 | 1.9138 | 0.0000 | 1.9497 | ||
| 118 | 2006.11.28 15:52 | t/p | 59 | 1.00 | 1.9497 | 0.0000 | 1.9497 | 3581.89 | 23052.15 |
| 119 | 2006.11.29 06:35 | buy | 60 | 1.00 | 1.9516 | 0.0000 | 1.9875 | ||
| 120 | 2006.11.29 20:00 | close | 60 | 1.00 | 1.9458 | 0.0000 | 1.9875 | -579.98 | 22472.17 |
| 121 | 2006.12.01 00:35 | buy | 61 | 1.00 | 1.9651 | 0.0000 | 2.0010 | ||
| 122 | 2006.12.01 11:00 | close | 61 | 1.00 | 1.9653 | 0.0000 | 2.0010 | 20.00 | 22492.17 |
| 123 | 2006.12.04 03:55 | buy | 62 | 1.00 | 1.9787 | 0.0000 | 2.0146 | ||
| 124 | 2006.12.04 15:00 | close | 62 | 1.00 | 1.9748 | 0.0000 | 2.0146 | -390.00 | 22102.17 |
| 125 | 2006.12.11 08:45 | sell | 63 | 1.00 | 1.9531 | 0.0000 | 1.9180 | ||
| 126 | 2006.12.11 19:00 | close | 63 | 1.00 | 1.9585 | 0.0000 | 1.9180 | -540.00 | 21562.17 |
| 127 | 2006.12.13 07:40 | buy | 64 | 1.00 | 1.9697 | 0.0000 | 2.0056 | ||
| 128 | 2006.12.13 15:00 | close | 64 | 1.00 | 1.9654 | 0.0000 | 2.0056 | -430.00 | 21132.17 |
| 129 | 2006.12.18 04:35 | sell | 65 | 1.00 | 1.9544 | 0.0000 | 1.9193 | ||
| 130 | 2006.12.19 08:00 | close | 65 | 1.00 | 1.9496 | 0.0000 | 1.9193 | 480.39 | 21612.56 |
| 131 | 2007.01.03 00:50 | buy | 66 | 1.00 | 1.9728 | 0.0000 | 2.0087 | ||
| 132 | 2007.01.03 12:00 | close | 66 | 1.00 | 1.9628 | 0.0000 | 2.0087 | -1000.01 | 20612.55 |
| 133 | 2007.01.04 04:05 | sell | 67 | 1.00 | 1.9522 | 0.0000 | 1.9171 | ||
| 134 | 2007.01.08 10:00 | close | 67 | 1.00 | 1.9342 | 0.0000 | 1.9171 | 1800.81 | 22413.36 |
| 135 | 2007.01.16 01:15 | buy | 68 | 1.00 | 1.9633 | 0.0000 | 1.9992 | ||
| 136 | 2007.01.16 16:00 | close | 68 | 1.00 | 1.9614 | 0.0000 | 1.9992 | -190.00 | 22223.36 |
| 137 | 2007.01.26 08:25 | sell | 69 | 1.00 | 1.9667 | 0.0000 | 1.9316 | ||
| 138 | 2007.01.30 03:00 | close | 69 | 1.00 | 1.9645 | 0.0000 | 1.9316 | 220.80 | 22444.16 |
| 139 | 2007.02.01 04:00 | buy | 70 | 1.00 | 1.9632 | 0.0000 | 1.9991 | ||
| 140 | 2007.02.02 09:00 | close | 70 | 1.00 | 1.9662 | 0.0000 | 1.9991 | 297.30 | 22741.46 |
| 141 | 2007.02.07 02:10 | buy | 71 | 1.00 | 1.9688 | 0.0000 | 2.0047 | ||
| 142 | 2007.02.08 10:00 | close | 71 | 1.00 | 1.9668 | 0.0000 | 2.0047 | -208.10 | 22533.36 |
| 143 | 2007.02.09 00:30 | sell | 72 | 1.00 | 1.9590 | 0.0000 | 1.9239 | ||
| 144 | 2007.02.12 08:00 | close | 72 | 1.00 | 1.9558 | 0.0000 | 1.9239 | 320.40 | 22853.76 |
| 145 | 2007.02.23 01:25 | buy | 73 | 1.00 | 1.9564 | 0.0000 | 1.9923 | ||
| 146 | 2007.02.28 09:00 | close | 73 | 1.00 | 1.9588 | 0.0000 | 1.9923 | 231.90 | 23085.66 |
| 147 | 2007.03.06 01:35 | sell | 74 | 1.00 | 1.9243 | 0.0000 | 1.8892 | ||
| 148 | 2007.03.06 22:00 | close | 74 | 1.00 | 1.9318 | 0.0000 | 1.8892 | -749.99 | 22335.67 |